+206.9%
MTSI vs TAP
+0.6%
+206.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.3% |
| 7D | +10.0% | +1.3% | +8.7% | +10.1% |
| 30D | -20.3% | +5.7% | -26.1% | -20.1% |
| 3M | -24.4% | -1.9% | -22.5% | -24.1% |
| 6M | -39.2% | +0.9% | -40.1% | -39.0% |
| YTD | +35.5% | -9.5% | +45.0% | +37.0% |
| 1Y | +43.0% | -9.0% | +52.0% | +44.5% |
| 3Y | +196.3% | -22.2% | +218.5% | +202.5% |
| All | +206.9% | +0.6% | +206.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling